LIMSUP THEOREMS AND A UNIFORM LIL FOR ASYMPTOTICALLY NEGATIVELY ASSOCIATED RANDOM SEQUENCES

作者：Choi Yong Kab; Hwang Kyo Shin^*

来源：Studia Scientiarum Mathematicarum Hungarica, 2012, 49(2): 223-235.

DOI：10.1556/SScMath.49.2012.2.1201

• Asymptotically negatively associated random variables
• strictly stationary sequence
• law of the iterated logarithm

In this paper we establish some limsup theorems and a generalized uniform law of the iterated logarithm (LIL) for the increments of the partial sums of a strictly stationary and asymptotically negatively associated (ANA) sequence of random variables.

• 出版日期2012-6